Highest Momentum Value ETFs

Last Updated: 9/13/2022

The value exposure indicates how cheap the holdings of the ETF are relative to all other ETFs using a series of value metrics. Each ETF is evaluated using the PE Ratio, Price/Sales, Price/Book, Price/Cash Flow, EV/EBITDA and Shareholder Yield. The combined score is calculated using a combination of all the metrics.

Momentum exposure measures how well a fund's holdings have performed. We measure both price momentum (how much the stocks have gone up relative to their peers) and fundamental momentum (how fast their underlying businesses have been growing). To measure price momentum, we use the 12-1 return, which is a stock's return in the past 12 months, excluding the most recent month. The most recent month is excluded because short-term momentum often tends to reverse, so excluding it provides a better momentum signal

ETFs with Most Momentum and Value Factor Exposures

Ticker Total
Assets		 Expense
Ratio		 Total
Holdings
FOVL $22,629,890 0.25% 41
FDM $141,998,300 0.60% 164
QVAL $204,942,400 0.49% 47
SYLD $543,442,300 0.59% 100
XSVM $676,069,000 0.39% 120
XMVM $197,439,100 0.39% 79
DWMC $7,484,731 1.27% 170
DVLU $20,921,440 0.60% 49
RZV $262,456,000 0.35% 167
RFV $134,180,700 0.35% 101
AVUV $3,592,806,000 0.25% 715
CALF $1,000,044,000 0.59% 100
SVAL $110,285,800 0.20% 274
CVY $84,345,220 1.00% 148
RPV $3,418,222,000 0.35% 120
NVQ $5,945,240 0.75% 99
ROSC $26,178,640 0.34% 317
DFAT $6,723,527,000 0.29% 1,624
COWZ $7,471,265,000 0.49% 100
CSB $294,408,700 0.35% 101
PQSV $12,950,730 0.29% 715
VETS $3,500,423,000 0.60% 999
SPVM $49,170,450 0.39% 99
SQEW $133,619,100 0.75% 100
SPDV $69,739,260 0.29% 55
LSAT $133,619,100 0.99% 100
LSAF $133,619,100 0.75% 100
SIXS $58,294,300 0.88% 86
ACTV $133,619,100 0.75% 100
DGRS $212,207,300 0.38% 285
DYLD $133,619,100 0.75% 100
DES $1,717,073,000 0.38% 662
RDIV $809,546,600 0.39% 60
EES $584,203,600 0.38% 935
GBDV $6,693,528 0.29% 91
PEY $1,315,787,000 0.53% 49
ESGS $31,213,530 0.35% 100
AFMC $1,108,009 0.65% 247
EQRR $79,409,710 0.35% 50
SDOG $28,646,180 0.40% 50
RDVY $7,924,268,000 0.50% 49
SMLF $911,063,000 0.30% 526
XSHQ $25,925,460 0.29% 117
VFMF $91,850,000 0.19% 592
PKW $1,178,478,000 0.64% 151
PFFD $543,830,600 0.23% 272
EZM $675,792,300 0.38% 569
PLTL $5,518,219 0.19% 508
QSY $76,112,130 0.38% 145
DVY $21,963,110,000 0.38% 103
CSF $17,770,430 0.36% 496
CSA $22,919,770 0.35% 496
TPSC $52,005,230 0.52% 455
XSMO $156,036,400 0.39% 113
AFSM $2,254,765 0.75% 308
AADR $35,939,750 1.10% 37
DUSA $301,737,300 0.62% 28
QDIV $51,907,810 0.20% 86
FDL $3,315,949,000 0.45% 99
TUSA $17,743,530 0.70% 1,102
USVM $260,011,400 0.25% 544
XMMO $988,732,400 0.33% 74
VIOV $1,235,052,000 0.08% 466
MLPA $1,203,026,000 0.45% 18
IJS $6,078,705,000 0.18% 515
FNX $947,583,500 0.59% 449
SLYV $3,867,557,000 0.15% 465
VBR $23,004,200,000 0.07% 891
ULVM $272,193,800 0.20% 189
PWV $758,962,800 0.58% 49
DON $2,988,105,000 0.38% 334
BFOR $2,486,526 0.65% 397
ABEQ $52,956,900 0.85% 24
MDYV $1,930,341,000 0.15% 296
IVOV $800,572,500 0.08% 295
WBIT $75,778,140 0.89% 143
XSLV $675,815,800 0.25% 119
IJJ $7,193,058,000 0.18% 302
DIVZ $62,008,570 0.65% 31
DHS $1,171,629,000 0.38% 308
DWAS $388,829,700 0.60% 200
CDC $2,037,556,000 0.36% 99
QVMS $99,140,820 0.15% 528
JKI $478,259,300 0.06% 361
IMCV $478,259,300 0.06% 361
XMHQ $308,963,000 0.25% 78
USMF $141,247,700 0.28% 200
SMLV $187,119,900 0.12% 425
ONEO $284,901,600 0.20% 895
FBCV $98,785,200 0.59% 71
CDL $303,529,700 0.35% 102
DFAS $4,371,684,000 0.28% 1,994
DBLV $43,188,510 0.91% 49
DIV $640,511,600 0.45% 50
PSC $302,572,800 0.38% 588
WBIL $79,999,740 1.23% 153
VLU $209,801,800 0.12% 1,439
VIOO $2,002,260,000 0.08% 604
SPSM $4,286,309,000 0.05% 612
SLY $1,616,727,000 0.15% 603
Performance Disclaimer: Returns presented on Validea.com are model returns and do not represent actual trading. As a result, they do not incorporate any commissions or other trading costs or fees. Model portfolios with inception dates on or after 12/30/2005 include a combination of back tested and live model returns. The back-tested performance results shown are hypothetical and are not the result of real-time management of actual accounts. The back-testing of performance differs from actual account performance because the investment strategy may be adjusted at any time, for any reason and can continue to be changed until desired or better performance results are achieved. Back-tested returns are presented to provide general information regarding how the underlying strategy behind the portfolio performed in our historical testing. A back-tested strategy has the benefit of hindsight and the results do not reflect the impact that material economic or market factors may have had on advisor's decision-making if actual client assets were being managed using this approach. The model portfolios offered on Validea are concentrated and as a result they will exhibit high levels of volatility and their performance can be substantially impacted by the performance of individual positions.

Optimal portfolios presented on Validea.com represent the rebalancing period that has led to the best historical performance for each of our equity models. Each optimal portfolio was determined after the fact with performance information that was not available at portfolio inception. As a result, an investor could not have invested in the optimal portfolio since its inception. Optimal portfolios are presented to allow investors to quickly determine the portfolio size and rebalancing period that has performed best for each of our models in our historical testing.

Both the model portfolio and benchmark returns presented for all equity portfolios on Validea.com are not inclusive of dividends. Returns for our ETF portfolios and trend following system, and the benchmarks they are compared to, are inclusive of dividends. The S&P 500 is presented as a benchmark because it is the most widely followed benchmark of the overall US market and is most often used by investors for return comparison purposes. As with any investment strategy, there is potential for profit as well as the possibility of loss and investors may incur a loss despite a past history of gains. Past performance does not guarantee future results. Results will vary with economic and market conditions.